I do weekly IM injections of testosterone cypionate, injected into the thigh. I do know one guy who has a friend do his in the arm, but he's a really big guy. His arms are probably as big as my thighs, which I'm sure makes a difference.
I did go through a brief period of needle phobia, and there were a couple things that helped me get over it. First of all, I realized that my fear was partially grounded in worry about hitting a blood vessel or damaging a nerve, so I took some time to study diagrams of the anatomy of the human leg. I also take a moment before the injection to explore the contours of my thigh muscle, so that I make sure I am injecting into the large part of the muscle, and not slipping between the bands of muscle. (I have slightly misshapen legs, which makes the usual dividing lines inaccurate for me. I've injected between the muscle bands, and I can tell you it hurts.)
The other thing I did that made a huge difference, was to insist on the 2-needle method, rather than the one needle method that my doctor initially prescribed. I.E., he initially had me both drawing the T and injecting it with a 1 1/2" 22g needle. Now I draw the T with an 18 or 20g needle, and inject it with a 1" 25g needle. I know of some people who have gone as small as 27g. Although, interestingly enough, the smaller needle is actually a little more painful, it's so much less psychologically intimidating that I found it much easier to overcome any trepidation.
Strangely enough, these days I actually look forward to giving myself a shot. There's something very satisfying about "manning up" and doing it. (Pun intended.

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